A piecewise linear stochastic differential equation driven by a Lévy process (Q3094478)

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A piecewise linear stochastic differential equation driven by a Lévy process
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    A piecewise linear stochastic differential equation driven by a Lévy process (English)
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    25 October 2011
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    stochastic differential equation
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    Lévy process
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    storage model
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    queues with many servers
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